-17.7%
CCI vs A
+14.6%
-32.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | -4.4% | -4.6% | +0.2% | -4.4% |
| 30D | +0.3% | -4.3% | +4.6% | +0.3% |
| 3M | -20.0% | +8.9% | -28.9% | -20.0% |
| 6M | -14.5% | +24.5% | -39.0% | -15.2% |
| YTD | -14.9% | +5.8% | -20.7% | -14.9% |
| 1Y | -17.7% | +16.2% | -33.9% | -16.2% |
| All | -17.7% | +14.6% | -32.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling